+479.1%
JPM vs PTC
+315.4%
+163.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.9% |
| 30D | +2.7% | +1.1% | +1.6% | +2.4% |
| 3M | -4.5% | +30.1% | -34.6% | -12.5% |
| 6M | +14.3% | +34.0% | -19.7% | +2.8% |
| YTD | +8.2% | +12.8% | -4.6% | +2.2% |
| 1Y | +10.0% | +10.7% | -0.7% | +4.5% |
| 3Y | +149.0% | +29.6% | +119.3% | +119.6% |
| 5Y | +131.0% | +63.5% | +67.5% | +84.9% |
| 10Y | +479.1% | +316.7% | +162.4% | +224.9% |
| All | +479.1% | +315.4% | +163.7% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling